-30.0%
GLXY vs AR
-5.2%
-24.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.5% | +11.6% | +13.1% |
| 7D | +14.3% | +2.1% | +12.2% | +14.2% |
| 30D | -19.6% | +4.5% | -24.1% | -19.2% |
| 3M | -20.7% | +1.0% | -21.7% | -20.1% |
| 6M | -49.6% | +4.4% | -54.0% | -49.1% |
| YTD | -28.6% | +10.9% | -39.5% | -30.4% |
| 1Y | -48.0% | +8.6% | -56.6% | -49.0% |
| All | -30.0% | -5.2% | -24.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling